About

Lenny Shulgin is a highly experienced Developer currently working at Jane Street, where he has been instrumental in developing and implementing cutting-edge trading strategies. With over 14 years of relevant experience, Lenny has a proven track record of success in the finance industry. Prior to joining Jane Street, Lenny worked as a Quantitative Strategist at Bluemountain Capital Management, where he supported four portfolio managers trading options, variance swaps, and VIX futures. He also ran backtests and built a variety of screens for various trade ideas. Lenny designed a full-featured Python backtester with PNL attribution, supporting hypothetical market data scenarios. At Goldman Sachs, Lenny served as Vice President, Structured Credit Strategies, where he was one of two quants for desk market-making and risk-managing CDX index, options, and tranches. He facilitated index arbitrage, both internal and external-facing, and worked on pricing models for corporate bonds+CDS, CDX index+options, and bond ETFs. Lenny analyzed large client-facing portfolio trades spanning multiple sectors and risk types. Lenny holds a Bachelor's degree in Physics from Princeton University, where he graduated in 2008. He also attended Amherst Central High School from 2000 to 2004. Lenny's tech stack includes Python, and he is highly skilled in using it to develop complex algorithms and trading strategies. Overall, Lenny is a highly skilled and experienced Developer with a strong background in finance. He has a proven track record of success in developing and implementing trading strategies and is a valuable asset to any team.